Place 25 Oreos in a gallon zip-top bag and crush with a rolling pin into coarse crumbs with some larger cookie chunks remaining, or pulse in a food processor 8-10 times. Set aside 1/2 cup of the finest crumbs for the base and reserve 4 whole cookies for garnish.

In a large bowl, beat softened cream cheese with a hand mixer until smooth and fluffy, about 2 minutes. Add dry pudding mix and cold milk, then beat on low until combined. Increase to medium and beat 2 minutes until thick and creamy with no lumps.

Gently fold in thawed Cool Whip with a rubber spatula until no streaks remain, working from the bottom up to keep the mixture light and airy. The base should look like thick clouds.

Fold in 1/2 cup of fine Oreo crumbs, mini marshmallows, and remaining coarse cookie chunks until evenly distributed throughout the cream base. Do not overmix or the cookies will turn the whole mixture gray.

Transfer to a serving bowl, cover tightly, and refrigerate at least 2 hours or up to 24 hours. Just before serving, coarsely crush remaining 4 Oreos and scatter over top for texture contrast.